Preheat the oven to 300 degrees. Spray a 9 x 13 pan with cooking spray.
Melt the butter and divide into 3 medium bowls. Add orange food coloring to one bowl, green to another, and purple to a third bowl. Mix well. The food coloring will not totally mix in with the butter.
Add 2 cups of corn cereal to each bowl of butter and toss to combine. The corn cereal will start to turn the color of the food coloring.
Place the orange cereal on one side of the prepared dish, the green cereal in the middle, and the purple on the other side. Set aside.
In a small bowl combine the Worcestershire sauce, salt, pepper, onion powder, garlic powder, chili powder, dry mustard, and BBQ seasoning. Mix well until combined.
Pour over top of the corn cereal and gently toss each color of cereal to coat.
Bake for 10 minutes. Remove from oven and mix all the colors of cereal together. Bake for an additional 10 minutes.
Remove from oven and add pretzel sticks. Toss to combine.
Allow to cool for 20 minutes and then add the Cheetos. Toss to combine.